Decision Optimization

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More than 6 decimal digits for CPLEX solution

  • 1.  More than 6 decimal digits for CPLEX solution

    Posted Fri February 12, 2010 06:08 AM

    Originally posted by: SystemAdmin


    Hello,
    I have noticed that all solution values returned by CPLEX have only 6 digits after the decimal point.
    Could you please tell me how can I specify to CPLEX to return the solution values with more than 6 (for example 9) decimal digits.

    I tried without success to see if I can modify the number of decimal digits by specifying the feasability tolerance with the following commands (I used each command at a time):
    set feasopt tolerance 1e-9
    set simplex tolerances feasibility 1e-9
    set network tolerances feasibility 1e-9

    Thank you,
    Alex
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: More than 6 decimal digits for CPLEX solution

    Posted Fri February 12, 2010 06:38 AM

    Originally posted by: SystemAdmin


    This is not a limitation of CPLEX, but a limitation of the interactive shell that comes with CPLEX. If you want to display the solution with more digits, you need to use a more advanced API like C, C++, or Java. The easiest way to go is probably the Python interface that comes with CPLEX 12. This is (almost) as convenient as the interactive shell (you can load LP files, optimize, display the solution), but it is much more powerful: callbacks, display the solution in whatever format you want, ...
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: More than 6 decimal digits for CPLEX solution

    Posted Sun February 14, 2010 01:32 PM

    Originally posted by: SystemAdmin


    Tobias,
    Thanks for the info.

    I currently use CPLEX 11.1.1, which has APIs only for C, C++, Java, or .NET.
    I will keep in mind Python for CPLEX 12.

    Best regards,
    Alex
    #CPLEXOptimizers
    #DecisionOptimization